+5.5%
TEM vs LSCC
+68.2%
-62.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.1% | +0.8% | +5.8% |
| 7D | +5.3% | +13.0% | -7.7% | +1.6% |
| 30D | +8.1% | -19.8% | +27.9% | +14.2% |
| 3M | +64.9% | -18.4% | +83.3% | +72.2% |
| 6M | +42.1% | -16.1% | +58.3% | +44.8% |
| YTD | +28.8% | +42.7% | -13.9% | +0.4% |
| 1Y | +5.5% | +68.0% | -62.5% | -25.9% |
| All | +5.5% | +68.2% | -62.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling